Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51757.96 Kr¶

Max Equity ever reached: ------------> 51774.33 Kr¶

Portfolio value: --------------------------> 48551.54 Kr¶

PnL: ---------------------------------------> -528.63 Kr¶

DD now: ---------------------------------> -0.032 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:52:53.190753'

Anic Portfolio¶

Today¶

Return: 8.902 %¶

This Week¶

Return: 8.902 %¶

Total¶

Return: 69.442 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 0.970000 787.600000 114.600000 17.030000 673.000000
Nordea Bank Abp 29 0.890000 3546.120000 92.120000 2.670000 3453.999992
HEBA B 70 -3.860000 2702.000000 66.000000 2.500000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.020000 3420.800000 43.800000 1.300000 3377.000000
Resurs Holding 22 -0.220000 608.740000 34.740000 6.050000 573.999998
AcadeMedia 12 1.450000 587.760000 30.760000 5.520000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.900000 384.300000 29.300000 8.250000 355.000000
Swedbank A 3 0.640000 593.100000 29.100000 5.160000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.800000 543.600000 16.600000 3.150000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.310000 580.320000 10.320000 1.810000 570.000000
Corem Property Group B 59 -5.000000 582.920000 5.920000 1.030000 576.999999
Midsona B 63 3.660000 588.420000 5.420000 0.930000 582.999984
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Fasadgruppen Group 38 3.420000 4142.000000 2.200000 0.050000 4139.799990
Creaspac SPAC 6 -0.520000 578.400000 1.400000 0.240000 577.000002
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Boozt 12 -1.580000 1644.000000 -10.000000 -0.600000 1653.999996
Sampo Oyj SDB 7 1.300000 3829.000000 -21.000000 -0.550000 3850.000000
CTEK 13 -0.260000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 2.170000 546.000000 -28.000000 -4.880000 574.000000
International Petroleum Corp. 5 -1.480000 565.500000 -29.070000 -4.890000 594.565215
Beijer Electronics Group 27 5.610000 3051.000000 -31.800000 -1.030000 3082.800006
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
OX2 22 0.810000 1780.900000 -207.300000 -10.430000 1988.199994
Axfood 15 1.540000 4062.000000 -236.800000 -5.510000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48567.910000 -512.260000 0.0% 49080.164634

Updated:¶

'2023-01-30 15:52:09.963651'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶